{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/estimation-and-inference-for-very-large","title":"Estimation and Inference for Very Large Linear Mixed Effects Models","arxiv_id":"1610.08088","date":"2016-10-25","proceeding":null,"authors":["K. Gao","A. B. Owen"],"abstract":"Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can greatly underestimate uncertainty. We propose a method of moments approach that takes account of the correlation structure and that can be computed at O(N) cost. The method of moments is very amenable to parallel computation and it does not require parametric distributional assumptions, tuning parameters or convergence diagnostics. For the regression coefficients, we give conditions for consistency and asymptotic normality as well as a consistent variance estimate. For the variance components, we give conditions for consistency and we use consistent estimates of a mildly conservative variance estimate. All of these computations can be done in O(N) work. We illustrate the algorithm with some data from Stitch Fix where the crossed random effects correspond to clients and items.","url_abs":"https://arxiv.org/abs/1610.08088v2","url_pdf":"https://arxiv.org/pdf/1610.08088v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"estimation-and-inference-for-very-large","repo_url":"https://github.com/kxgao/scalable-crossed-mixed-effects","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1610.08088","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1610.08088"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/kxgao/scalable-crossed-mixed-effects","reach":null}],"summary":{"ran_draft_wrong":3},"by_repo_kind":{"official":{"samples":3,"ran":3,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":0,"samples":[{"code_sha256_prefix":"ac541707c9ea2acb","entry":"colleastsq","repo":"kxgao/scalable-crossed-mixed-effects","repo_kind":"official","path":"mixed.py","file_url":"https://github.com/kxgao/scalable-crossed-mixed-effects/blob/HEAD/mixed.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"ac541707c9ea2acb"}},{"code_sha256_prefix":"1a20e5064707174d","entry":"moments","repo":"kxgao/scalable-crossed-mixed-effects","repo_kind":"official","path":"mixed.py","file_url":"https://github.com/kxgao/scalable-crossed-mixed-effects/blob/HEAD/mixed.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"OUTPUT_MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"1a20e5064707174d"}},{"code_sha256_prefix":"8968817ab17fbf5e","entry":"rowleastsq","repo":"kxgao/scalable-crossed-mixed-effects","repo_kind":"official","path":"mixed.py","file_url":"https://github.com/kxgao/scalable-crossed-mixed-effects/blob/HEAD/mixed.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"8968817ab17fbf5e"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}